**** THIS PROGRAM ESTIMATES A STANDARD STATE-DEPENDENT MODEL 
**** AND AN UNCONSTRAINED DYNAMIC STATE-DEPENDENT MODEL ****
. 
. 
. /***** STATE-DEPENDENT MODEL ***********/ 
. /* "Ordinary" ordered probit model **/
. 
. oprobit  evprpf cum_evprmp cum_isalmtot  cum_evpro cum_ipp2   ///
>                  tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>       annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/

Iteration 0:   log likelihood = -31811.102  
Iteration 1:   log likelihood = -31103.958  
Iteration 2:   log likelihood = -31100.652  
Iteration 3:   log likelihood = -31100.652  

Ordered probit regression                         Number of obs   =      50679
                                                  LR chi2(26)     =    1420.90
                                                  Prob > chi2     =     0.0000
Log likelihood = -31100.652                       Pseudo R2       =     0.0223

------------------------------------------------------------------------------
      evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  cum_evprmp |   .0783188   .0037596    20.83   0.000     .0709502    .0856875
cum_isalmtot |  -.0155672   .0038338    -4.06   0.000    -.0230812   -.0080531
   cum_evpro |   .0119785   .0028235     4.24   0.000     .0064446    .0175124
    cum_ipp2 |   .0031281   .0021269     1.47   0.141    -.0010405    .0072968
    tva_2000 |   .2103114   .0716319     2.94   0.003     .0699155    .3507073
  tva_2000_2 |  -.0528163   .0414903    -1.27   0.203    -.1341357    .0285031
   euro_2002 |   .0186138   .0530243     0.35   0.726    -.0853119    .1225394
 euro_2002_2 |  -.0883185   .0217289    -4.06   0.000    -.1309064   -.0457306
      ind_db |  -.1904378   .0296773    -6.42   0.000    -.2486043   -.1322713
      ind_dc |   .0035497   .0423839     0.08   0.933    -.0795212    .0866206
      ind_dd |  -.0993727   .0359117    -2.77   0.006    -.1697583   -.0289872
      ind_de |  -.1520557   .0238264    -6.38   0.000    -.1987546   -.1053567
      ind_dg |   .0467067   .0240504     1.94   0.052    -.0004312    .0938447
      ind_dh |  -.0603851   .0270884    -2.23   0.026    -.1134773   -.0072928
      ind_di |  -.0765189   .0269272    -2.84   0.004    -.1292951   -.0237426
      ind_dj |   .0665629   .0208897     3.19   0.001     .0256199    .1075059
      ind_dk |   -.075875   .0245083    -3.10   0.002    -.1239104   -.0278396
      ind_dl |  -.2667514   .0311864    -8.55   0.000    -.3278757   -.2056272
      ind_dm |  -.1801161   .0264214    -6.82   0.000    -.2319011   -.1283311
      ind_dn |   .0342669   .0306175     1.12   0.263    -.0257423     .094276
  annee_1999 |   -.029361   .0299969    -0.98   0.328    -.0881537    .0294318
  annee_2000 |   .2105191   .0269882     7.80   0.000     .1576232     .263415
  annee_2001 |   -.019337   .0236094    -0.82   0.413    -.0656107    .0269366
  annee_2002 |  -.1117463   .0232546    -4.81   0.000    -.1573245   -.0661682
  annee_2003 |  -.2024591   .0197102   -10.27   0.000    -.2410905   -.1638278
  annee_2004 |   .0440408   .0191608     2.30   0.022     .0064863    .0815952
-------------+----------------------------------------------------------------
       /cut1 |   -1.45949   .0210505                     -1.500748   -1.418232
       /cut2 |   1.197945   .0206624                      1.157448    1.238443
------------------------------------------------------------------------------

. 

. 
. scalar list me_evprmp_decrease   me_isalmtot_decrease   me_evpro_decrease  me_ipp2_decrease  ///
>             me_tva_2000_decrease  me_tva_2000_2_decrease   me_euro_2002_decrease  me_euro_2002_2
> _decrease  
me_evprmp_decrease = -.01183158
me_isalmtot_decrease =  .00232677
me_evpro_decrease = -.00181564
me_ipp2_decrease = -.00047361
me_tva_2000_decrease = -.02748521
me_tva_2000_2_decrease =  .00827361
me_euro_2002_decrease =  -.0027828
me_euro_2002_2_decrease =  .01395277

. 
. scalar list  me_evprmp_increase  me_isalmtot_increase  me_evpro_increase   me_ipp2_increase    /
> //
>              me_tva_2000_increase  me_tva_2000_2_increase  me_euro_2002_increase  me_euro_2002_2
> _increase 
me_evprmp_increase =  .01406369
me_isalmtot_increase = -.00282141
me_evpro_increase =  .00214368
me_ipp2_increase =  .00056039
me_tva_2000_increase =  .04274516
me_tva_2000_2_increase =  -.0091695
me_euro_2002_increase =  .00337287
me_euro_2002_2_increase =  -.0152151

. 
. scalar drop _all

. 
. 
. /***** STATE-DEPENDENT MODEL ***********/ 
. /* "Augmented" Ordered probit model "� la" Rivers-Vuong **/
. 
. oprobit  evprpf cum_evprmp cum_isalmtot  cum_evpro cum_ipp2   ///
>                  tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 res_cum_evprmp res_cum_isalmtot res_cum_evpro  res_cum_ipp2 ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>       annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/

Iteration 0:   log likelihood = -31811.102  
Iteration 1:   log likelihood = -30612.623  
Iteration 2:   log likelihood = -30604.559  
Iteration 3:   log likelihood = -30604.557  

Ordered probit regression                         Number of obs   =      50679
                                                  LR chi2(30)     =    2413.09
                                                  Prob > chi2     =     0.0000
Log likelihood = -30604.557                       Pseudo R2       =     0.0379

----------------------------------------------------------------------------------
          evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
      cum_evprmp |   .2352286   .0071233    33.02   0.000     .2212673    .2491899
    cum_isalmtot |  -.0120924   .0100402    -1.20   0.228    -.0317709    .0075861
       cum_evpro |   .0538241   .0052525    10.25   0.000     .0435294    .0641187
        cum_ipp2 |   .0603913   .0042535    14.20   0.000     .0520545     .068728
        tva_2000 |   .1704549   .0722457     2.36   0.018     .0288559     .312054
      tva_2000_2 |   .0568724   .0419724     1.35   0.175    -.0253921    .1391369
       euro_2002 |    .028421   .0534191     0.53   0.595    -.0762784    .1331204
     euro_2002_2 |   .0380911   .0224595     1.70   0.090    -.0059288     .082111
  res_cum_evprmp |  -.2084947   .0082888   -25.15   0.000    -.2247405   -.1922489
res_cum_isalmtot |   .0225023   .0108412     2.08   0.038     .0012539    .0437506
   res_cum_evpro |  -.0516759   .0061587    -8.39   0.000    -.0637467   -.0396052
    res_cum_ipp2 |  -.0697579   .0048899   -14.27   0.000    -.0793418   -.0601739
          ind_db |  -.2449621   .0301942    -8.11   0.000    -.3041415   -.1857826
          ind_dc |  -.0584491   .0436729    -1.34   0.181    -.1440465    .0271482
          ind_dd |   -.206397   .0364283    -5.67   0.000    -.2777951    -.134999
          ind_de |  -.0157934   .0259655    -0.61   0.543     -.066685    .0350981
          ind_dg |  -.0584373   .0244742    -2.39   0.017    -.1064058   -.0104687
          ind_dh |  -.1821738   .0279623    -6.51   0.000    -.2369789   -.1273687
          ind_di |  -.1829258   .0274523    -6.66   0.000    -.2367313   -.1291203
          ind_dj |  -.0010707   .0212052    -0.05   0.960    -.0426321    .0404906
          ind_dk |  -.2594581   .0257172   -10.09   0.000    -.3098628   -.2090534
          ind_dl |  -.2593399   .0318323    -8.15   0.000      -.32173   -.1969497
          ind_dm |  -.3022254   .0280017   -10.79   0.000    -.3571077    -.247343
          ind_dn |  -.0997164   .0314364    -3.17   0.002    -.1613307   -.0381022
      annee_1999 |   .0846222    .031571     2.68   0.007     .0227442    .1465001
      annee_2000 |   .1009168   .0279827     3.61   0.000     .0460718    .1557618
      annee_2001 |   .0071728   .0240385     0.30   0.765    -.0399418    .0542874
      annee_2002 |  -.0047595    .023818    -0.20   0.842     -.051442     .041923
      annee_2003 |  -.0809197   .0203434    -3.98   0.000    -.1207921   -.0410474
      annee_2004 |   .0387492   .0193071     2.01   0.045      .000908    .0765905
-----------------+----------------------------------------------------------------
           /cut1 |  -1.308905   .0247767                     -1.357467   -1.260344
           /cut2 |   1.387253   .0248572                      1.338533    1.435972
----------------------------------------------------------------------------------

. 
. 
. 
. scalar list me_evprmp_decrease   me_isalmtot_decrease   me_evpro_decrease  me_ipp2_decrease  ///
>             me_tva_2000_decrease  me_tva_2000_2_decrease   me_euro_2002_decrease  me_euro_2002_2
> _decrease  
me_evprmp_decrease = -.04319515
me_isalmtot_decrease =  .00221252
me_evpro_decrease = -.00998176
me_ipp2_decrease = -.01114865
me_tva_2000_decrease = -.02828181
me_tva_2000_2_decrease = -.01015652
me_euro_2002_decrease = -.00515699
me_euro_2002_2_decrease = -.00691689

. 
. scalar list  me_evprmp_increase  me_isalmtot_increase  me_evpro_increase   me_ipp2_increase    /
> //
>              me_tva_2000_increase  me_tva_2000_2_increase  me_euro_2002_increase  me_euro_2002_2
> _increase 
me_evprmp_increase =  .03290809
me_isalmtot_increase = -.00169206
me_evpro_increase =  .00741518
me_ipp2_increase =   .0083629
me_tva_2000_increase =    .026602
me_tva_2000_2_increase =  .00818342
me_euro_2002_increase =  .00401547
me_euro_2002_2_increase =  .00537725

. 
. scalar drop _all

. 
.                 
. /***** STATE-DEPENDENT MODEL ***********/ 
. /** Ordered Probit "� la Rivers-Vuong/Wooldridge" with random effects **/
. 
. reoprob  evprpf cum_evprmp cum_isalmtot cum_evpro cum_ipp2   ///
>                  tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_cum_evprmp res_cum_isalmtot res_cum_evpro  res_cum_ipp2 ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>       annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/ ///
>       , i(ident_stata) 

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -31008.216  (not concave)
Iteration 1:   log likelihood = -31004.722  (not concave)
Iteration 2:   log likelihood = -30788.653  (not concave)
Iteration 3:   log likelihood = -30658.587  
Iteration 4:   log likelihood =  -30180.86  (not concave)
Iteration 5:   log likelihood = -30140.047  
Iteration 6:   log likelihood = -29734.929  
Iteration 7:   log likelihood = -29666.901  
Iteration 8:   log likelihood = -29665.427  
Iteration 9:   log likelihood = -29665.422  
Iteration 10:  log likelihood = -29665.422  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(31)     =    1976.97
Log likelihood = -29665.422                       Prob > chi2     =     0.0000

----------------------------------------------------------------------------------
          evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
eq1              |
      cum_evprmp |   .2439834   .0080905    30.16   0.000     .2281262    .2598405
    cum_isalmtot |  -.0068041   .0113363    -0.60   0.548    -.0290228    .0154147
       cum_evpro |   .0461937   .0059341     7.78   0.000      .034563    .0578243
        cum_ipp2 |    .063516   .0046421    13.68   0.000     .0544177    .0726144
        tva_2000 |   .1889429   .0742437     2.54   0.011     .0434279     .334458
      tva_2000_2 |   .0554031   .0438012     1.26   0.206    -.0304457    .1412519
       euro_2002 |   .0329757    .055031     0.60   0.549     -.074883    .1408344
     euro_2002_2 |   .0310971   .0234689     1.33   0.185    -.0149011    .0770953
          y_null |    .038681   .0216015     1.79   0.073    -.0036571     .081019
  res_cum_evprmp |  -.1819058   .0092427   -19.68   0.000    -.2000211   -.1637905
res_cum_isalmtot |    .001291   .0120081     0.11   0.914    -.0222446    .0248265
   res_cum_evpro |  -.0390652   .0067398    -5.80   0.000     -.052275   -.0258554
    res_cum_ipp2 |  -.0681646   .0053519   -12.74   0.000    -.0786542    -.057675
          ind_db |   -.214659   .0571836    -3.75   0.000    -.3267368   -.1025812
          ind_dc |  -.0542101   .0798213    -0.68   0.497     -.210657    .1022367
          ind_dd |  -.2331064    .069219    -3.37   0.001    -.3687731   -.0974396
          ind_de |   .0236953   .0467062     0.51   0.612    -.0678471    .1152378
          ind_dg |  -.0431627   .0450494    -0.96   0.338    -.1314579    .0451326
          ind_dh |  -.1636817   .0513658    -3.19   0.001    -.2643568   -.0630066
          ind_di |  -.1962386   .0517196    -3.79   0.000    -.2976072     -.09487
          ind_dj |   -.001835   .0393253    -0.05   0.963    -.0789112    .0752412
          ind_dk |  -.2700191   .0464685    -5.81   0.000    -.3610958   -.1789425
          ind_dl |  -.2887792   .0536176    -5.39   0.000    -.3938677   -.1836907
          ind_dm |  -.3702474   .0498182    -7.43   0.000    -.4678893   -.2726055
          ind_dn |   -.096768   .0572831    -1.69   0.091    -.2090408    .0155049
      annee_1999 |   .0893866   .0357062     2.50   0.012     .0194036    .1593695
      annee_2000 |   .1196056   .0314749     3.80   0.000     .0579158    .1812953
      annee_2001 |   .0118422   .0268174     0.44   0.659    -.0407191    .0644034
      annee_2002 |    .007556   .0261521     0.29   0.773    -.0437012    .0588132
      annee_2003 |  -.0716507   .0223639    -3.20   0.001    -.1154832   -.0278181
      annee_2004 |   .0476712   .0206065     2.31   0.021     .0072831    .0880592
-----------------+----------------------------------------------------------------
_cut1            |
           _cons |  -1.401402   .0352264   -39.78   0.000    -1.470444   -1.332359
-----------------+----------------------------------------------------------------
_cut2            |
           _cons |   1.476956   .0351981    41.96   0.000     1.407969    1.545944
-----------------+----------------------------------------------------------------
rho              |
           _cons |   .1333289   .0060787    21.93   0.000     .1214148     .145243
----------------------------------------------------------------------------------

. 
. 

. 
. scalar list me_evprmp_decrease   me_isalmtot_decrease   me_evpro_decrease  me_ipp2_decrease  ///
>             me_tva_2000_decrease  me_tva_2000_2_decrease   me_euro_2002_decrease  me_euro_2002_2
> _decrease  
me_evprmp_decrease = -.03314865
me_isalmtot_decrease =  .00085041
me_evpro_decrease = -.00633429
me_ipp2_decrease = -.00798747
me_tva_2000_decrease = -.02277896
me_tva_2000_2_decrease = -.00731134
me_euro_2002_decrease = -.00440845
me_euro_2002_2_decrease = -.00418633

. 
. scalar list  me_evprmp_increase  me_isalmtot_increase  me_evpro_increase   me_ipp2_increase    /
> //
>              me_tva_2000_increase  me_tva_2000_2_increase  me_euro_2002_increase  me_euro_2002_2
> _increase 
me_evprmp_increase =  .04102536
me_isalmtot_increase =  -.0010842
me_evpro_increase =  .00767991
me_ipp2_increase =  .01006578
me_tva_2000_increase =  .03506057
me_tva_2000_2_increase =  .00952768
me_euro_2002_increase =  .00560678
me_euro_2002_2_increase =  .00525512

. 
. scalar drop _all

. 
. 
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /* Ordered probit model "� la "Rivers-Vuong **/
. 
. oprobit  evprpf evprmp evprmp_l1 evprmp_l2 evprmp_l3 cum_evprmp_l123 ///
>                 isalmtot2 isalmtot2_l1 isalmtot2_l2 isalmtot2_l3 cum_isalmtot_l123  ///
>                 evpro evpro_l1  evpro_l2  evpro_l3  cum_evpro_l123   ///
>                 txipp2 txipp2_l1 txipp2_l2 txipp2_l3 cum_ipp2_l123  ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 res_evprmp  res_evprmp_l1 res_evprmp_l2 res_evprmp_l3 res_cum_evprmp_l123 ///
>                 res_isalmtot res_isalmtot_l1 res_isalmtot_l2 res_isalmtot_l3 res_cum_isalmtot_l1
> 23  ///
>                 res_evpro res_evpro_l1  res_evpro_l2  res_evpro_l3  res_cum_evpro_l123   ///
>                 res_txipp2_l1 res_txipp2_l2 res_txipp2_l3 res_cum_ipp2_l123  ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/

Iteration 0:   log likelihood = -31811.102  
Iteration 1:   log likelihood = -29353.453  
Iteration 2:   log likelihood =  -29328.36  
Iteration 3:   log likelihood = -29328.339  
Iteration 4:   log likelihood = -29328.339  

Ordered probit regression                         Number of obs   =      50679
                                                  LR chi2(61)     =    4965.53
                                                  Prob > chi2     =     0.0000
Log likelihood = -29328.339                       Pseudo R2       =     0.0780

---------------------------------------------------------------------------------------
               evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
               evprmp |    1.80705    .313212     5.77   0.000     1.193166    2.420934
            evprmp_l1 |  -.4173423   .1422556    -2.93   0.003    -.6961581   -.1385264
            evprmp_l2 |  -.0888723   .0579797    -1.53   0.125    -.2025103    .0247657
            evprmp_l3 |     .05722   .0390925     1.46   0.143    -.0193998    .1338398
      cum_evprmp_l123 |   .1199826   .0309907     3.87   0.000     .0592419    .1807234
            isalmtot2 |   .2081473   .0391792     5.31   0.000     .1313575    .2849371
         isalmtot2_l1 |  -.0124136   .0198657    -0.62   0.532    -.0513496    .0265224
         isalmtot2_l2 |  -.0288605   .0217137    -1.33   0.184    -.0714187    .0136976
         isalmtot2_l3 |  -.0602108   .0252379    -2.39   0.017    -.1096763   -.0107453
    cum_isalmtot_l123 |  -.0078341   .0187728    -0.42   0.676     -.044628    .0289599
                evpro |   .0114205   .0662811     0.17   0.863    -.1184882    .1413291
             evpro_l1 |   .0341679    .010984     3.11   0.002     .0126396    .0556962
             evpro_l2 |   .0428099   .0117465     3.64   0.000     .0197872    .0658325
             evpro_l3 |   .0050364   .0137682     0.37   0.715    -.0219487    .0320215
       cum_evpro_l123 |   .0617828   .0100836     6.13   0.000     .0420192    .0815464
               txipp2 |   .0689332   .0070472     9.78   0.000     .0551209    .0827455
            txipp2_l1 |   .0584997   .0093863     6.23   0.000     .0401029    .0768964
            txipp2_l2 |    .036076   .0105345     3.42   0.001     .0154288    .0567232
            txipp2_l3 |   .0418614   .0121154     3.46   0.001     .0181156    .0656071
        cum_ipp2_l123 |   .0503322   .0086906     5.79   0.000      .033299    .0673653
             tva_2000 |   .1895513   .0753291     2.52   0.012      .041909    .3371935
           tva_2000_2 |  -.0894825   .0468736    -1.91   0.056    -.1813531     .002388
            euro_2002 |   .0648155   .0691087     0.94   0.348     -.070635     .200266
          euro_2002_2 |   .0069184   .0241407     0.29   0.774    -.0403966    .0542334
           res_evprmp |  -1.282818   .3134038    -4.09   0.000    -1.897079   -.6685583
        res_evprmp_l1 |   .1372908   .1440988     0.95   0.341    -.1451377    .4197193
        res_evprmp_l2 |  -.0145168   .0625778    -0.23   0.817     -.137167    .1081333
        res_evprmp_l3 |  -.1006226   .0456859    -2.20   0.028    -.1901653     -.01108
  res_cum_evprmp_l123 |  -.1310398   .0315026    -4.16   0.000    -.1927837   -.0692959
         res_isalmtot |  -.2189849   .0418547    -5.23   0.000    -.3010185   -.1369513
      res_isalmtot_l1 |    .073441   .0346976     2.12   0.034     .0054349    .1414471
      res_isalmtot_l2 |   .1628038   .0333885     4.88   0.000     .0973635     .228244
      res_isalmtot_l3 |   .1234351   .0350102     3.53   0.000     .0548165    .1920537
res_cum_isalmtot_l123 |   .0278241   .0193941     1.43   0.151    -.0101877    .0658358
            res_evpro |    .049457   .0667064     0.74   0.458    -.0812851    .1801992
         res_evpro_l1 |   -.100301   .0199484    -5.03   0.000     -.139399   -.0612029
         res_evpro_l2 |  -.1095164   .0188193    -5.82   0.000    -.1464015   -.0726313
         res_evpro_l3 |  -.0514688   .0197694    -2.60   0.009    -.0902161   -.0127214
   res_cum_evpro_l123 |  -.0602317   .0108606    -5.55   0.000    -.0815181   -.0389453
        res_txipp2_l1 |   -.179076   .0180639    -9.91   0.000    -.2144806   -.1436714
        res_txipp2_l2 |  -.0752226   .0172352    -4.36   0.000     -.109003   -.0414422
        res_txipp2_l3 |  -.1006627   .0177228    -5.68   0.000    -.1353987   -.0659267
    res_cum_ipp2_l123 |  -.0507077   .0091655    -5.53   0.000    -.0686717   -.0327437
               ind_db |  -.2172713   .0317286    -6.85   0.000    -.2794582   -.1550844
               ind_dc |  -.0718721   .0467987    -1.54   0.125    -.1635959    .0198517
               ind_dd |  -.2007153   .0380613    -5.27   0.000    -.2753142   -.1261165
               ind_de |  -.0655875   .0279228    -2.35   0.019    -.1203152   -.0108599
               ind_dg |  -.1118489   .0271337    -4.12   0.000      -.16503   -.0586678
               ind_dh |   -.218706   .0303143    -7.21   0.000    -.2781209   -.1592912
               ind_di |  -.2013555   .0292169    -6.89   0.000    -.2586196   -.1440915
               ind_dj |  -.1145282   .0302453    -3.79   0.000    -.1738079   -.0552486
               ind_dk |   -.281066   .0280707   -10.01   0.000    -.3360836   -.2260484
               ind_dl |  -.2152015    .034669    -6.21   0.000    -.2831515   -.1472514
               ind_dm |  -.3021318   .0307781    -9.82   0.000    -.3624557   -.2418079
               ind_dn |  -.1200736   .0339018    -3.54   0.000    -.1865199   -.0536272
           annee_1999 |  -.0786405   .0497762    -1.58   0.114       -.1762     .018919
           annee_2000 |  -.0292423   .0440892    -0.66   0.507    -.1156555    .0571709
           annee_2001 |   .1428147   .0328941     4.34   0.000     .0783434    .2072859
           annee_2002 |   .0175115   .0260604     0.67   0.502    -.0335661     .068589
           annee_2003 |  -.0644831   .0212316    -3.04   0.002    -.1060963     -.02287
           annee_2004 |  -.1402344   .0425385    -3.30   0.001    -.2236082   -.0568605
----------------------+----------------------------------------------------------------
                /cut1 |  -1.320933   .0275579                     -1.374946   -1.266921
                /cut2 |   1.465139    .027697                      1.410854    1.519424
---------------------------------------------------------------------------------------

. 

. 
. scalar list me_evprmp_decrease     me_evprmp_l1_decrease     me_evprmp_l2_decrease     me_evprmp
> _l3_decrease      me_cum_isalmtot_l123_decrease  ///
>                me_isalmtot2_decrease  me_isalmtot2_l1_decrease  me_isalmtot2_l2_decrease  me_isa
> lmtot2_l3_decrease   me_cum_isalmtot_l123_decrease  ///
>                me_evpro_decrease      me_evpro_l1_decrease      me_evpro_l2_decrease      me_evp
> ro_l3_decrease       me_cum_evpro_l123_decrease  ///
>                me_txipp2_decrease     me_txipp2_l1_decrease     me_txipp2_l2_decrease     me_txi
> pp2_l3_decrease      me_cum_ipp2_l123_decrease   ///
>                me_tva_2000_decrease   me_tva_2000_2_decrease    me_euro_2002_decrease     me_eur
> o_2002_2_decrease  
me_evprmp_decrease = -.10403799
me_evprmp_l1_decrease =  .07456333
me_evprmp_l2_decrease =  .01308371
me_evprmp_l3_decrease = -.00765707
me_cum_isalmtot_l123_decrease =   .0010877
me_isalmtot2_decrease = -.02614063
me_isalmtot2_l1_decrease =  .00173746
me_isalmtot2_l2_decrease =  .00407923
me_isalmtot2_l3_decrease =  .00867257
me_cum_isalmtot_l123_decrease =   .0010877
me_evpro_decrease =  -.0015765
me_evpro_l1_decrease = -.00464692
me_evpro_l2_decrease = -.00578626
me_evpro_l3_decrease = -.00069781
me_cum_evpro_l123_decrease = -.00846557
me_txipp2_decrease =  -.0092928
me_txipp2_l1_decrease =  -.0078888
me_txipp2_l2_decrease = -.00491551
me_txipp2_l3_decrease = -.00567964
me_cum_ipp2_l123_decrease = -.00706355
me_tva_2000_decrease = -.02296073
me_tva_2000_2_decrease =  .01320878
me_euro_2002_decrease = -.00860446
me_euro_2002_2_decrease = -.00095841

. 
.  
. scalar list me_evprmp_increase     me_evprmp_l1_increase     me_evprmp_l2_increase     me_evprmp
> _l3_increase      me_cum_isalmtot_l123_increase  ///
>                me_isalmtot2_increase  me_isalmtot2_l1_increase  me_isalmtot2_l2_increase  me_isa
> lmtot2_l3_increase   me_cum_isalmtot_l123_increase  ///
>                me_evpro_increase      me_evpro_l1_increase      me_evpro_l2_increase      me_evp
> ro_l3_increase       me_cum_evpro_l123_increase  ///
>                me_txipp2_increase     me_txipp2_l1_increase     me_txipp2_l2_increase     me_txi
> pp2_l3_increase      me_cum_ipp2_l123_increase   ///
>                me_tva_2000_increase   me_tva_2000_2_increase    me_euro_2002_increase     me_eur
> o_2002_2_increase  
me_evprmp_increase =   .5452593
me_evprmp_l1_increase = -.05333049
me_evprmp_l2_increase =  -.0138026
me_evprmp_l3_increase =  .00970617
me_cum_isalmtot_l123_increase = -.00128517
me_isalmtot2_increase =  .03738973
me_isalmtot2_l1_increase = -.00202142
me_isalmtot2_l2_increase = -.00465722
me_isalmtot2_l3_increase = -.00954682
me_cum_isalmtot_l123_increase = -.00128517
me_evpro_increase =  .00188347
me_evpro_l1_increase =  .00571188
me_evpro_l2_increase =  .00719681
me_evpro_l3_increase =  .00082779
me_cum_evpro_l123_increase =  .01026098
me_txipp2_increase =  .01161799
me_txipp2_l1_increase =  .00985574
me_txipp2_l2_increase =  .00602089
me_txipp2_l3_increase =  .00701337
me_cum_ipp2_l123_increase =  .00817721
me_tva_2000_increase =  .03505064
me_tva_2000_2_increase = -.01386138
me_euro_2002_increase =  .01107303
me_euro_2002_2_increase =  .00113729

. 
. scalar drop _all

. 
. 
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /** Ordered Probit "� la Rivers-Vuong/Wooldridge" with random effects **/
. 
. reoprob  evprpf evprmp evprmp_l1 evprmp_l2 evprmp_l3 cum_evprmp_l123 ///
>                 isalmtot2 isalmtot2_l1 isalmtot2_l2 isalmtot2_l3 cum_isalmtot_l123  ///
>                 evpro evpro_l1  evpro_l2  evpro_l3  cum_evpro_l123   ///
>                 txipp2 txipp2_l1 txipp2_l2 txipp2_l3 cum_ipp2_l123  ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_evprmp  res_evprmp_l1 res_evprmp_l2 res_evprmp_l3 res_cum_evprmp_l123
>  ///
>                 res_isalmtot res_isalmtot_l1 res_isalmtot_l2 res_isalmtot_l3 res_cum_isalmtot_l1
> 23  ///
>                 res_evpro res_evpro_l1  res_evpro_l2  res_evpro_l3  res_cum_evpro_l123   ///
>                 res_txipp2_l1 res_txipp2_l2 res_txipp2_l3 res_cum_ipp2_l123  ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 annee_1999 annee_2000 annee_2001 annee_2002 annee_2003 annee_2004 /*annee_2005*/
>    ///
>                 ,  i(ident_stata)

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -29732.101  (not concave)
Iteration 1:   log likelihood = -29728.104  (not concave)
Iteration 2:   log likelihood = -29667.632  (not concave)
Iteration 3:   log likelihood = -29595.286  (not concave)
Iteration 4:   log likelihood = -29570.668  (not concave)
Iteration 5:   log likelihood = -28818.429  
Iteration 6:   log likelihood = -28527.495  
Iteration 7:   log likelihood = -28435.262  
Iteration 8:   log likelihood = -28411.801  
Iteration 9:   log likelihood = -28411.453  
Iteration 10:  log likelihood = -28411.453  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(62)     =    4484.91
Log likelihood = -28411.453                       Prob > chi2     =     0.0000

---------------------------------------------------------------------------------------
               evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
eq1                   |
               evprmp |   1.985707   .3234652     6.14   0.000     1.351727    2.619687
            evprmp_l1 |  -.4514942   .1469598    -3.07   0.002    -.7395301   -.1634583
            evprmp_l2 |  -.0917118   .0599313    -1.53   0.126    -.2091751    .0257515
            evprmp_l3 |    .067508   .0404731     1.67   0.095    -.0118178    .1468338
      cum_evprmp_l123 |   .1260489   .0325117     3.88   0.000     .0623272    .1897706
            isalmtot2 |   .2258974   .0403622     5.60   0.000     .1467889    .3050059
         isalmtot2_l1 |  -.0111631   .0207912    -0.54   0.591     -.051913    .0295868
         isalmtot2_l2 |  -.0308713   .0228224    -1.35   0.176    -.0756024    .0138598
         isalmtot2_l3 |  -.0649009   .0265641    -2.44   0.015    -.1169656   -.0128362
    cum_isalmtot_l123 |  -.0017073   .0204326    -0.08   0.933    -.0417545    .0383399
                evpro |   .0045091   .0685079     0.07   0.948    -.1297639    .1387821
             evpro_l1 |   .0290361   .0114861     2.53   0.011     .0065238    .0515484
             evpro_l2 |   .0385647   .0123144     3.13   0.002      .014429    .0627004
             evpro_l3 |  -.0044054   .0144343    -0.31   0.760    -.0326961    .0238853
       cum_evpro_l123 |   .0546068   .0109395     4.99   0.000     .0331657    .0760479
               txipp2 |   .0772292   .0073554    10.50   0.000     .0628129    .0916455
            txipp2_l1 |   .0640154   .0097632     6.56   0.000     .0448799    .0831508
            txipp2_l2 |   .0395202   .0109586     3.61   0.000     .0180418    .0609987
            txipp2_l3 |   .0468932   .0126168     3.72   0.000     .0221649    .0716216
        cum_ipp2_l123 |    .050206   .0092517     5.43   0.000      .032073     .068339
             tva_2000 |   .2063838   .0775368     2.66   0.008     .0544144    .3583532
           tva_2000_2 |  -.1021638   .0489386    -2.09   0.037    -.1980818   -.0062458
            euro_2002 |   .0839379   .0713388     1.18   0.239    -.0558836    .2237593
          euro_2002_2 |   .0058934   .0252131     0.23   0.815    -.0435234    .0553103
               y_null |   .0502269   .0214792     2.34   0.019     .0081284    .0923253
           res_evprmp |  -1.412737   .3236621    -4.36   0.000    -2.047103   -.7783714
        res_evprmp_l1 |   .1898888   .1488939     1.28   0.202     -.101938    .4817155
        res_evprmp_l2 |   .0037553   .0646696     0.06   0.954    -.1229948    .1305055
        res_evprmp_l3 |  -.0940075   .0472902    -1.99   0.047    -.1866945   -.0013205
  res_cum_evprmp_l123 |  -.1203829   .0330604    -3.64   0.000      -.18518   -.0555858
         res_isalmtot |  -.2378028   .0431793    -5.51   0.000    -.3224326    -.153173
      res_isalmtot_l1 |   .0509681   .0361875     1.41   0.159    -.0199581    .1218942
      res_isalmtot_l2 |   .1331276   .0349098     3.81   0.000     .0647056    .2015496
      res_isalmtot_l3 |   .1015577    .036667     2.77   0.006     .0296916    .1734237
res_cum_isalmtot_l123 |   .0114103   .0209622     0.54   0.586     -.029675    .0524955
            res_evpro |   .0549623   .0689284     0.80   0.425    -.0801349    .1900596
         res_evpro_l1 |  -.0833498   .0207835    -4.01   0.000    -.1240848   -.0426148
         res_evpro_l2 |  -.0965969   .0196414    -4.92   0.000    -.1350934   -.0581004
         res_evpro_l3 |  -.0325401   .0206374    -1.58   0.115    -.0729888    .0079085
   res_cum_evpro_l123 |  -.0479605   .0117003    -4.10   0.000    -.0708928   -.0250283
        res_txipp2_l1 |  -.1799264    .018773    -9.58   0.000    -.2167208    -.143132
        res_txipp2_l2 |  -.0726788   .0178922    -4.06   0.000    -.1077469   -.0376108
        res_txipp2_l3 |  -.1055474   .0184244    -5.73   0.000    -.1416585   -.0694363
    res_cum_ipp2_l123 |  -.0447085   .0098075    -4.56   0.000    -.0639308   -.0254861
               ind_db |  -.1855408   .0577541    -3.21   0.001    -.2987367   -.0723449
               ind_dc |  -.0765978   .0839453    -0.91   0.362    -.2411275    .0879319
               ind_dd |  -.2152829   .0673041    -3.20   0.001    -.3471965   -.0833693
               ind_de |  -.0410421   .0471678    -0.87   0.384    -.1334893     .051405
               ind_dg |  -.1080602   .0464178    -2.33   0.020    -.1990374    -.017083
               ind_dh |  -.2177356   .0516174    -4.22   0.000    -.3189037   -.1165674
               ind_di |   -.224342   .0517792    -4.33   0.000    -.3258275   -.1228566
               ind_dj |  -.1302549   .0447996    -2.91   0.004    -.2180605   -.0424492
               ind_dk |  -.2933034   .0476047    -6.16   0.000    -.3866069   -.1999999
               ind_dl |  -.2448298   .0551481    -4.44   0.000    -.3529182   -.1367415
               ind_dm |  -.3663269   .0515939    -7.10   0.000    -.4674491   -.2652047
               ind_dn |  -.1147541   .0600742    -1.91   0.056    -.2324974    .0029891
           annee_1999 |  -.0897366   .0535446    -1.68   0.094     -.194682    .0152089
           annee_2000 |  -.0293225   .0471689    -0.62   0.534    -.1217719     .063127
           annee_2001 |   .1694718   .0357846     4.74   0.000     .0993353    .2396082
           annee_2002 |   .0372753    .028469     1.31   0.190    -.0185229    .0930736
           annee_2003 |  -.0442731   .0233338    -1.90   0.058    -.0900065    .0014603
           annee_2004 |  -.1533364   .0441634    -3.47   0.001    -.2398951   -.0667776
----------------------+----------------------------------------------------------------
_cut1                 |
                _cons |  -1.409798    .037153   -37.95   0.000    -1.482617   -1.336979
----------------------+----------------------------------------------------------------
_cut2                 |
                _cons |   1.568381   .0372514    42.10   0.000      1.49537    1.641393
----------------------+----------------------------------------------------------------
rho                   |
                _cons |   .1310684   .0059766    21.93   0.000     .1193545    .1427824
---------------------------------------------------------------------------------------

. 
. 

. 
. 
. scalar list me_evprmp_decrease     me_evprmp_l1_decrease     me_evprmp_l2_decrease     me_evprmp
> _l3_decrease      me_cum_isalmtot_l123_decrease  ///
>                me_isalmtot2_decrease  me_isalmtot2_l1_decrease  me_isalmtot2_l2_decrease  me_isa
> lmtot2_l3_decrease   me_cum_isalmtot_l123_decrease  ///
>                me_evpro_decrease      me_evpro_l1_decrease      me_evpro_l2_decrease      me_evp
> ro_l3_decrease       me_cum_evpro_l123_decrease  ///
>                me_txipp2_decrease     me_txipp2_l1_decrease     me_txipp2_l2_decrease     me_txi
> pp2_l3_decrease      me_cum_ipp2_l123_decrease   ///
>                me_tva_2000_decrease   me_tva_2000_2_decrease    me_euro_2002_decrease     me_eur
> o_2002_2_decrease  
me_evprmp_decrease = -.10361875
me_evprmp_l1_decrease =  .07458549
me_evprmp_l2_decrease =  .01241623
me_evprmp_l3_decrease = -.00828925
me_cum_isalmtot_l123_decrease =  .00023434
me_isalmtot2_decrease =  -.0260927
me_isalmtot2_l1_decrease =  .00143794
me_isalmtot2_l2_decrease =  .00402023
me_isalmtot2_l3_decrease =  .00861564
me_cum_isalmtot_l123_decrease =  .00023434
me_evpro_decrease = -.00057601
me_evpro_l1_decrease = -.00365451
me_evpro_l2_decrease =  -.0048234
me_evpro_l3_decrease =  .00056576
me_cum_evpro_l123_decrease = -.00741903
me_txipp2_decrease = -.00957715
me_txipp2_l1_decrease = -.00794706
me_txipp2_l2_decrease = -.00495837
me_txipp2_l3_decrease = -.00585453
me_cum_ipp2_l123_decrease =  -.0069458
me_tva_2000_decrease = -.02296769
me_tva_2000_2_decrease =  .01395214
me_euro_2002_decrease = -.01016479
me_euro_2002_2_decrease = -.00075271

. 
.  
. scalar list me_evprmp_increase     me_evprmp_l1_increase     me_evprmp_l2_increase     me_evprmp
> _l3_increase      me_cum_isalmtot_l123_increase  ///
>                me_isalmtot2_increase  me_isalmtot2_l1_increase  me_isalmtot2_l2_increase  me_isa
> lmtot2_l3_increase   me_cum_isalmtot_l123_increase  ///
>                me_evpro_increase      me_evpro_l1_increase      me_evpro_l2_increase      me_evp
> ro_l3_increase       me_cum_evpro_l123_increase  ///
>                me_txipp2_increase     me_txipp2_l1_increase     me_txipp2_l2_increase     me_txi
> pp2_l3_increase      me_cum_ipp2_l123_increase   ///
>                me_tva_2000_increase   me_tva_2000_2_increase    me_euro_2002_increase     me_eur
> o_2002_2_increase  
me_evprmp_increase =  .56537757
me_evprmp_l1_increase = -.05511824
me_evprmp_l2_increase = -.01363442
me_evprmp_l3_increase =  .01096343
me_cum_isalmtot_l123_increase = -.00027892
me_isalmtot2_increase =  .03872513
me_isalmtot2_l1_increase = -.00173718
me_isalmtot2_l2_increase = -.00475682
me_isalmtot2_l3_increase = -.00982623
me_cum_isalmtot_l123_increase = -.00027892
me_evpro_increase =  .00070699
me_evpro_l1_increase =  .00461357
me_evpro_l2_increase =   .0061619
me_evpro_l3_increase = -.00068742
me_cum_evpro_l123_increase =  .00900439
me_txipp2_increase =  .01243596
me_txipp2_l1_increase =  .01029729
me_txipp2_l2_increase =  .00629724
me_txipp2_l3_increase =  .00750485
me_cum_ipp2_l123_increase =  .00814473
me_tva_2000_increase =  .03643066
me_tva_2000_2_increase = -.01506436
me_euro_2002_increase =  .01379701
me_euro_2002_2_increase =   .0009242

. 
. 
. 
